We took the trick training class at Pet Smart. Even though I majored in behavioral psychology in college, or maybe because I did, I knew that it's very important to learn the "steps" for each trick. They are continually learning and it important not to reinforce them for the wrong thing, and also to let them know exactly what you want. Joey can fetch, roll over, sit, lie down, shake hands, high five, crawl, beg, dance, spin, play dead, ring the bell, jump through a hula hoop, and he's working on praying.
The first thing you should do is link the word "yessss" with a reward. Say the word "yes" and give a treat, repeat this. Next, you use the word "Yes" every time the dog does a specific behavior that you would like him to repeat. For example, if training to sit, as soon as his bottom hits the floor you say "Yes." Most tricks are taught be leading the "food hand" in a position so that the body falls into place.. In the example, for "sit" you place the food hand above and slightly toward the back of a dog's head. This will lead him to the sitting position, you say Yesss! And give reward. After the dog does the behavior a few times you add the word sit. It's best to work on no more than two-three tricks a day because you don't want the dog to link all the tricks together. Two periods of 5-10 minutes work the best. For example, some dogs will do all their tricks with one command, but never learn what is expected when you say "rollover." Hand signals are the fastest way for a dog to learn and also you can get you dog to do something when far away. For more information this link teaches you some basics:
Learning Theory, Teaching New Behaviors, Putting Behaviors on Cue, & Proofing - Dog Forums